The flood algorithm--a multivariate, self-organizing-map-based, robust location and covariance estimator

  • Authors:
  • Steffen Liebscher;Thomas Kirschstein;Claudia Becker

  • Affiliations:
  • Martin-Luther-University, Halle/Saale, Germany 06099;Martin-Luther-University, Halle/Saale, Germany 06099;Martin-Luther-University, Halle/Saale, Germany 06099

  • Venue:
  • Statistics and Computing
  • Year:
  • 2012

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Abstract

Self-organizing maps (SOMs) introduced by Kohonen (Biol. Cybern. 43(1):59---69, 1982) are well-known in the field of artificial neural networks. The way SOMs are performing is very intuitive, leading to great popularity and numerous applications (related to statistics: classification, clustering). The result of the unsupervised learning process performed by SOMs is a non-linear, low-dimensional projection of the high-dimensional input data, that preserves certain features of the underlying data, e.g.驴the topology and probability distribution (Lee and Verleysen in Nonlinear Dimensionality Reduction, Springer, 2007; Kohonen in Self-organizing Maps, 3rd edn., Springer, 2001).With the U-matrix Ultsch (Information and Classification: Concepts, Methods and Applications, pp. 307---313, Springer, 1993) introduced a powerful visual representation of the SOM results. We propose an approach that utilizes the U-matrix to identify outlying data points. Then the revised subsample (i.e. the initial sample minus the outlying points) is used to give a robust estimation of location and scatter.